+180.5%
MSTR vs EWT
+136.7%
+43.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -4.6% |
| 7D | -1.2% | -11.7% | +10.5% | +12.6% |
| 30D | -15.9% | -23.2% | +7.3% | +12.5% |
| 3M | +33.1% | -12.5% | +45.6% | +54.1% |
| 6M | -31.0% | -5.9% | -25.1% | -29.8% |
| YTD | -15.1% | +40.5% | -55.6% | -49.4% |
| 1Y | -45.6% | +43.7% | -89.4% | -68.6% |
| 3Y | +180.5% | +136.6% | +43.9% | +3.1% |
| All | +180.5% | +136.7% | +43.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling